QI The geometric average of-12%, 20% and 25% is? Q2 your investment has 40% chance of earning a 15% rate of return, a 50% chance of earning 10% ROR and a 10% of losing 3%. What is the standard deviation of this investment? Q3 Consider a treasury bill with a ROR of 5% and the following risky securities Security A: E(r)-15; Variance0400 Security B: E(r)-10; Variance-.0225 Security C: E(r) 12; Variance-.1000 Security D: E(r)-13; Variance-0625 The investor must develop a complete portfolio by combining the risk free asset with one of the securities mentioned above The security the investor should as part of her complete portfolio to achieve the best CAL would be the security Q4 An investor invests 70% of her wealth in a risky asset with an expected ROR of 15% and a variance of 5%, and she puts 30% in a treasury bill that pays 5%. Her portfolio's expected rate of return and Standard deviation are Respectively. and